Newsvendor Decisions under Stochastic and Strategic Uncertainties: Theory and Experimental Evidence

Last registered on November 07, 2025

Pre-Trial

Trial Information

General Information

Title
Newsvendor Decisions under Stochastic and Strategic Uncertainties: Theory and Experimental Evidence
RCT ID
AEARCTR-0017164
Initial registration date
November 03, 2025

Initial registration date is when the trial was registered.

It corresponds to when the registration was submitted to the Registry to be reviewed for publication.

First published
November 07, 2025, 7:39 AM EST

First published corresponds to when the trial was first made public on the Registry after being reviewed.

Locations

Primary Investigator

Affiliation
Harbin Institute of Technology

Other Primary Investigator(s)

PI Affiliation
Zhejiang Gongshang University
PI Affiliation
RMIT University
PI Affiliation
The Chinese University of Hong Kong

Additional Trial Information

Status
Completed
Start date
2022-10-10
End date
2022-10-11
Secondary IDs
Prior work
This trial does not extend or rely on any prior RCTs.
Abstract
The rapid expansion of digital commerce platforms has amplified the strategic importance of coordinated pricing and inventory management decisions among competing retailers. Motivated by practices on leading e-commerce platforms, we analyze a sequential duopolistic newsvendor game where firms first publicly set prices and subsequently make private inventory decisions under demand uncertainty. Our
theory predicts that higher profit margins and demand uncertainty intensify price competition, while optimal inventory responses to demand uncertainty are shaped by profit margins. Laboratory evidence, however, reveals that participants are generally reluctant to compete on price, frequently coordinating on salient focal (reserve) prices, particularly in low-margin settings, and show little sensitivity to demand uncertainty in pricing. On the inventory side, participants’ order quantities are largely insensitive to chosen prices and continue to exhibit well-documented
Pull-to-Center biases. These findings reveal a disconnect between pricing and inventory decisions under competition and highlight the importance of accounting for persistent behavioral tendencies in retail operations.
External Link(s)

Registration Citation

Citation
Liu, Yue et al. 2025. "Newsvendor Decisions under Stochastic and Strategic Uncertainties: Theory and Experimental Evidence." AEA RCT Registry. November 07. https://doi.org/10.1257/rct.17164-1.0
Experimental Details

Interventions

Intervention(s)
Following our theoretical model, we employ a 2×2 between-subject experimental design, with one profit-margin factor and one demand-uncertainty factor.
Intervention (Hidden)
Following our theoretical model, we employ a 2×2 between-subject experimental design. One dimension varies the profit margin through manipulating the unit cost. Specifically, the high-margin (HM) condition has a low unit cost of c = 3, whereas the low-margin (LM) condition has a high unit cost of c = 9. The other dimension introduces two levels of demand uncertainty. Demand is drawn from a uniform distribution centred on a base level. Under the low uncertainty (LU) condition, the realized demand can deviate by at most 20 units (x = 20). In the high uncertainty (HU) condition, the deviation can be as large as 40 units (x = 40). This design yields four treatment conditions, which we label as HM LU, HM HU, LM LU, and LM HU. Each participant is randomly assigned to one of these treatments.
Intervention Start Date
2022-10-10
Intervention End Date
2022-10-11

Primary Outcomes

Primary Outcomes (end points)
Pricing, Order Quantity
Primary Outcomes (explanation)

Secondary Outcomes

Secondary Outcomes (end points)
Profit
Secondary Outcomes (explanation)
Profit equals sales revenue minus order cost, where the sales revenue is equal to the retail price multiplied by the number of products sold, and the order cost is equal to the unit order cost multiplied by the number of units ordered.

Experimental Design

Experimental Design
Following our theoretical model, we employ a 2×2 between-subject experimental design. One dimension varies the profit margin through manipulating the unit cost. Specifically, the high-margin (HM) condition has a low unit cost of c = 3, whereas the low-margin (LM) condition has a high unit cost of c = 9. The other dimension introduces two levels of demand uncertainty. Demand is drawn from a uniform distribution centred on a base level. Under the low uncertainty (LU) condition, the realized demand can deviate by at most 20 units (x = 20). In the high uncertainty (HU) condition, the deviation can be as large as 40 units (x = 40). This design yields four treatment conditions, which we label as HM LU, HM HU, LM LU, and LM HU. Each participant is randomly assigned to one of these treatments.

The experiment was programmed and conducted in oTree (Chen et al., 2016). In total, we ran eight sessions, with two sessions for each of the four treatments. A total of 192 subjects, with 24 per session, participated in the experiment. Participants were undergraduate and graduate students from Harbin Institute of Technology in Harbin, China. Each subject provided written consent and participated in only one session, and made newsvendor decisions for 50 rounds.
Experimental Design Details
We analyze a duopolistic price-inventory newsvendor game in which two retailers first set prices, then make inventory decisions after
observing each other’s chosen prices. In our model, demand function each retailer faces consists of a deterministic component, allocated based on relative prices, and a stochastic component reflecting market uncertainty. In these frameworks, a segment of consumers actively search for the lowest price and always purchase from the retailer offering the lower price. The remaining “non-searchers” simply buy from the first store they encounter, provided the price is below their reservation value. Consequently, the lower-priced retailer systematically secures a larger share of market demand, regardless of the absolute magnitude of the price difference, while the higher-priced competitor serves a smaller, less price-sensitive segment.

We choose experimental parameters according to Proposition 1 to generate different equilibrium predictions for pricing and inventory behavior across treatments. In all treatments, the reserve price r is fixed at 12. The base demand levels are set at dH = 100 for the high-demand market segment and dL = 50 for the low-demand segment. After the price stage, each newsvendor learns whether he or she has secured the high- or the low-demand segment but does not yet observe the realized demand. Demand realizations in each period follow a uniform distribution, represented as di ∼ U(˜ d − x, ˜ d + x). This means, in the LU treatments (x = 20), higher-priced participants face a demand interval of [30, 70] and lower-priced participants face the high-demand interval of [80, 120]. In the HU treatments (x = 40), these intervals widen to [10, 90] and [60, 140] for higher-priced and lower-priced participants, respectively.

The experiment was programmed and conducted in oTree (Chen et al., 2016). In total, we ran eight sessions, with two sessions for each of the four treatments. A total of 192 subjects, with 24 per session, participated in the experiment. Participants were undergraduate and graduate students from Harbin Institute of Technology in Harbin, China. Each subject provided written consent and participated in only one session, and made newsvendor decisions for 50 rounds.

At the beginning of each session, the experimenters distributed the printed instructions and read them aloud. The instructions included numerical examples and practice questions to ensure that subjects understood how token earnings were calculated. After confirming comprehension, the experiment proceeded on computers.

Within each session subjects were randomly assigned to fixed groups of four. These groups remained intact for the entire experiment and serve as independent observations. In every round two members of a group were randomly matched to form a duopoly, and identities were not revealed.

Each round had two stages. In stage 1 both sellers chose a price. The admissible price grid had one-decimal-place increments: 3.0 to 12.0 tokens in the HM treatments and 9.0 to 12.0 tokens in the LM treatments. After prices were posted, each seller learned whether he or she had won the high-demand segment. In stage 2 the sellers chose inventory levels. Order quantities were integers from 0 to 120 tokens in LM HU and from 0 to 140 tokens in LM LU. Unsold stock was discarded at the end of the round.

When both decisions were complete, the program drew demand, calculated profits, and displayed feedback, including their selected selling price, inventory quantity, realized demand, round profit, and the accumulated earnings. At the end of the experiment, participants completed a brief survey on demographic information, such as gender, major, school year, and prior experience with laboratory decision-making experiments.
Randomization Method
randomization done in office by a computer
Randomization Unit
Randomization for experiment sessions.
Within each session subjects were randomly assigned to fixed groups of four. These groups remained intact for the entire experiment and serve as independent observations.
In every round two members of a group were randomly matched to form a duopoly (that is a team), and identities were not revealed.
Was the treatment clustered?
Yes

Experiment Characteristics

Sample size: planned number of clusters
A total of 192 subjects. 24 subjects in each session of each treatment.
Sample size: planned number of observations
Total 9600 sets of observations. 2400 sets of observations per treatment.
Sample size (or number of clusters) by treatment arms
48 subjects in HM LU treatment;
48 subjects in LM LU treatment;
48 subjects in HM HU treatment;
48 subjects in LM HU treatment.
Minimum detectable effect size for main outcomes (accounting for sample design and clustering)
Supporting Documents and Materials

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IRB

Institutional Review Boards (IRBs)

IRB Name
INSTITUTIONAL REVIEW BOARD Head, School of Management, Harbin Institute of Technology
IRB Approval Date
2022-09-27
IRB Approval Number
N/A

Post-Trial

Post Trial Information

Study Withdrawal

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Intervention

Is the intervention completed?
Yes
Intervention Completion Date
October 11, 2022, 12:00 +00:00
Data Collection Complete
Yes
Data Collection Completion Date
October 11, 2022, 12:00 +00:00
Final Sample Size: Number of Clusters (Unit of Randomization)
192 subjects
Was attrition correlated with treatment status?
Yes
Final Sample Size: Total Number of Observations
9600 sets of observations.
Final Sample Size (or Number of Clusters) by Treatment Arms
48 subjects in HM LU treatment; 48 subjects in LM LU treatment; 48 subjects in HM HU treatment; 48 subjects in LM HU treatment.
Data Publication

Data Publication

Is public data available?
No

Program Files

Program Files
No
Reports, Papers & Other Materials

Relevant Paper(s)

Reports & Other Materials